-10.6%
BA vs RUN
-50.6%
+40.0%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +4.1% | -3.5% | +0.2% |
| 7D | -1.4% | +3.2% | -4.6% | -2.0% |
| 30D | -7.9% | +19.5% | -27.4% | -10.5% |
| 3M | -25.2% | -9.6% | -15.6% | -24.5% |
| 6M | -26.7% | -37.3% | +10.6% | -22.8% |
| YTD | -19.6% | -50.7% | +31.1% | -15.6% |
| 1Y | -10.6% | -54.1% | +43.5% | -5.3% |
| All | -10.6% | -50.6% | +40.0% | -5.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RUN.
Daily Out/Under-Performance
Portfolio return minus RUN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RUN return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded RUN wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling